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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/07/2024 | 1.57% | 1.77 CHF | 1.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,005 CHF | 45,719 CHF | 99.72% | 99.72% |
| 12/07/2024 | 1.28% | 1.83 CHF | 1.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,622 CHF | 46,212 CHF | 99.01% | 99.01% |
| 11/07/2024 | 1.41% | 1.82 CHF | 1.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,936 CHF | 45,575 CHF | 99.08% | 99.08% |
| 10/07/2024 | 1.37% | 1.82 CHF | 1.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,333 CHF | 45,957 CHF | 100.00% | 100.00% |
| 09/07/2024 | 1.23% | 1.81 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,992 CHF | 45,548 CHF | 100.00% | 100.00% |
| 08/07/2024 | 1.46% | 1.80 CHF | 1.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,848 CHF | 44,491 CHF | 100.00% | 100.00% |
| 05/07/2024 | 1.49% | 1.74 CHF | 1.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,604 CHF | 43,241 CHF | 95.71% | 95.71% |
| 04/07/2024 | 1.54% | 1.70 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,119 CHF | 41,758 CHF | 98.19% | 98.19% |
| 03/07/2024 | 1.12% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,485 CHF | 69,258 CHF | 100.00% | 100.00% |
| 02/07/2024 | 0.97% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,985 CHF | 66,629 CHF | 100.00% | 100.00% |
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